Option-implied objective measures of market risk

Option-implied objective measures of market risk

Leiss, Matthias, Nax, Heinrich H.
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Volume:
88
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2017.11.017
Date:
March, 2018
File:
PDF, 897 KB
english, 2018
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